Anic Equity¶

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Total return since start: 0.607 %¶

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Equity now: -----------------------------> 49094.91 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41473.31 Kr¶

PnL: ---------------------------------------> -21.97 Kr¶

DD now: ---------------------------------> -7.578 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 09:48:31.402414'

Anic Portfolio¶

Today¶

Return: -0.422 %¶

This Week¶

Return: -0.422 %¶

Total portfolio value¶

Return including deposits: 60.724 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.170000 1669.500000 201.960000 13.760000 1467.540000
HEXPOL B 9 0.350000 1032.300000 14.400000 1.410000 1017.900000
JM 6 1.110000 871.800000 9.600000 1.110000 862.200000
Orrön Energy 180 0.310000 2046.600000 9.000000 0.440000 2037.600000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
BioGaia B 8 0.430000 932.000000 4.000000 0.430000 928.000000
Byggmax Group 33 0.410000 958.320000 3.960000 0.410000 954.360000
Hexatronic Group 12 0.300000 967.440000 2.880000 0.300000 964.560000
Biotage 7 0.220000 941.500000 2.100000 0.220000 939.400000
EQT 4 0.240000 831.600000 2.000000 0.240000 829.600000
AcadeMedia 8 0.100000 403.200000 2.000000 0.500000 401.200000
Atrium Ljungberg B 5 0.210000 935.000000 2.000000 0.210000 933.000000
Sagax B 4 0.050000 852.400000 0.400000 0.050000 852.000000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
ASSA ABLOY B 3 -0.040000 776.700000 -0.300000 -0.040000 777.000000
Bilia A 8 -0.360000 896.000000 -1.600000 -0.180000 897.600000
Hoist Finance 35 -0.180000 976.500000 -1.750000 -0.180000 978.250000
Clas Ohlson B 12 -0.250000 968.400000 -2.400000 -0.250000 970.800000
Gränges 9 -0.290000 923.400000 -2.700000 -0.290000 926.100000
Catena 2 -0.510000 785.600000 -4.000000 -0.510000 789.600000
BHG Group 97 -0.400000 1450.150000 -4.850000 -0.330000 1455.000000
OX2 13 -0.890000 939.250000 -8.450000 -0.890000 947.700000
Alimak Group 11 -1.190000 915.200000 -11.000000 -1.190000 926.200000
INVISIO 16 -0.430000 3664.000000 -16.000000 -0.430000 3680.000000
Nordic Waterproofing Holding 7 -1.740000 947.800000 -16.800000 -1.740000 964.600000
Bufab 3 -1.790000 1086.600000 -19.800000 -1.790000 1106.400000
Latour B 4 -2.480000 834.000000 -21.200000 -2.480000 855.200000
Indutrade 5 -1.770000 1193.000000 -21.500000 -1.770000 1214.500000
Hexagon B 26 -0.640000 3429.400000 -22.100000 -0.640000 3451.500000
Addnode Group B 11 -3.410000 887.150000 -31.350000 -3.410000 918.500000
VEF 909 -2.940000 1798.000000 -47.270000 -2.560000 1845.270000
Vitec Software Group B 2 -4.800000 1032.000000 -52.000000 -4.800000 1084.000000
TOTAL 41473.310000 -21.970000 -7.57796% 41495.280000

Updated:¶

'2023-07-03 09:48:48.640813'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶